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Author Notes: In these dish Anchovies are playing a double role: they add an unusually fragrant aroma and a marinated flavor to the roasted salmon and also a delicate saltiness to the sauce.
I call the mayo-based sauce in this recipe Tzatziki because it has a few ingredients which are usually used in the classical Greek sauce.
You can serve the roasted salmon warm with the sauce as a main course or cold as a delicious appetizer, and if you’ll have some leftover salmon and sauce, they will make a wonderful salad.
- Kukla

In a small bowl combine the diced onion with apple cider vinegar, let stand for about 15 minutes; then place all the ingredients in a larger bowl and mix until well combined. Cover and chill until ready to serve.

Preheat oven to 400 degrees F. Evenly coat the bottom of a ceramic baking dish (large enough to fit the whole salmon fillet and then to serve in it) with 1 tablespoon oil. Using paper towels, dry well the fish; brush the top of the salmon with the remaining oil, sprinkle some salt and pepper and then place it in the baking dish.

With a sharp knife, carefully make incisions crosswise only in the flash of the fillet about 1-inch apart, try not to piers the skin and place 1 anchovy fillet into each incision. Transfer to the middle rack of the oven and bake for exactly 20 minutes.

Remove the fish from the oven, allow to cool slightly and serve warm, garnished with the Anchovy Mayonnaise Tzatziki, thin slices of the remaining red onion, herbs and lemon wedges.